Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.601 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48915.01 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42231.41 Kr¶

PnL: ---------------------------------------> -201.87 Kr¶

DD now: ---------------------------------> -7.917 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 15:43:01.129257'

Anic Portfolio¶

Today¶

Return: -0.787 %¶

This Week¶

Return: -0.787 %¶

Total portfolio value¶

Return including deposits: 60.135 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.620000 1656.360000 188.820000 12.870000 1467.540000
Hoist Finance 35 2.150000 999.250000 21.000000 2.150000 978.250000
Orrön Energy 180 0.530000 2051.100000 13.500000 0.660000 2037.600000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
JM 6 1.110000 871.800000 9.600000 1.110000 862.200000
Catena 2 1.170000 798.800000 9.200000 1.170000 789.600000
Atrium Ljungberg B 5 0.910000 941.500000 8.500000 0.910000 933.000000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Sagax B 4 0.800000 858.800000 6.800000 0.800000 852.000000
Platzer Fastigheter Holding B 12 0.630000 964.800000 6.000000 0.630000 958.800000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
Gränges 9 0.000000 926.100000 0.000000 0.000000 926.100000
AcadeMedia 8 -0.500000 400.800000 -0.400000 -0.100000 401.200000
Clas Ohlson B 12 -0.060000 970.200000 -0.600000 -0.060000 970.800000
ASSA ABLOY B 3 -0.230000 775.200000 -1.800000 -0.230000 777.000000
Hexatronic Group 12 -0.270000 961.920000 -2.640000 -0.270000 964.560000
EQT 4 -0.340000 826.800000 -2.800000 -0.340000 829.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Biotage 7 -0.600000 933.800000 -5.600000 -0.600000 939.400000
Addnode Group B 11 -0.780000 911.350000 -7.150000 -0.780000 918.500000
Byggmax Group 33 -0.760000 947.100000 -7.260000 -0.760000 954.360000
SKF B 5 -1.120000 927.500000 -10.500000 -1.120000 938.000000
OX2 13 -1.780000 930.800000 -16.900000 -1.780000 947.700000
Alimak Group 11 -1.900000 908.600000 -17.600000 -1.900000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
INVISIO 16 -0.650000 3656.000000 -24.000000 -0.650000 3680.000000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.400000 817.600000 -37.600000 -4.400000 855.200000
Vitec Software Group B 2 -3.690000 1044.000000 -40.000000 -3.690000 1084.000000
Indutrade 5 -4.120000 1164.500000 -50.000000 -4.120000 1214.500000
Bufab 3 -4.770000 1053.600000 -52.800000 -4.770000 1106.400000
Hexagon B 26 -1.580000 3396.900000 -54.600000 -1.580000 3451.500000
BHG Group 97 -6.860000 1356.060000 -98.940000 -6.800000 1455.000000
TOTAL 42231.190000 -202.090000 -7.91704% 42433.280000

Updated:¶

'2023-07-03 15:42:09.703127'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶